+113.5%
ENB vs USFD
+359.9%
-246.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.1% | +1.7% | +1.5% | +2.7% |
| 30D | +2.1% | +10.2% | -8.0% | -0.5% |
| 3M | -4.4% | -1.5% | -2.9% | -4.4% |
| 6M | -10.1% | +27.3% | -37.4% | -15.9% |
| YTD | +5.2% | +44.0% | -38.8% | -5.4% |
| 1Y | +4.2% | +50.4% | -46.1% | -7.4% |
| 3Y | +70.1% | +153.6% | -83.5% | +29.7% |
| 5Y | +59.4% | +219.0% | -159.6% | +11.5% |
| All | +113.5% | +359.9% | -246.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling